Considering the guide and most people don't have the shielding it should be fine to not replace it. There was nothing that looked like it would short out and really was just there to cover the ribbon cables.
This caused a bit of grief for me on the reassembly. Be very mindful of the battery connector when installing the new battery. Look closely at the connector there is what appears to be a diode on the underside that needs to mate with proper contact to another diode on the motherboard. This is what actually allows communication between the phone and the motherboard. If this connection isn't mated properly you will get a 0% indicator on the screen and no charging occurring. Also the orange LED will flash 6 times and repeat. I suggest before placing the phone back together completely in the case to screw the motherboard back together and attach all ribbon cables and mate the battery. Then plug it in a charger and make sure you get proper battery communication and charging. DO NOT power on the phone at this point. Unplug the charger and put everything back together and you should be ok.
Tape covered my whole assembly as well and the antenna cables were the same as previous poster.
I tried starting by the volume buttons but was having no luck. I found starting just under the sim card worked best. Raising the whole side and the top up allowed the rest to come out. Be mindful of the charging port at the bottom and don't force the bottom out first but rather lift the top end out then the charger will clear. Same goes for putting back together. Charger port in first them push down on the sides and top.
I used a heat gun settings 200 at 75, but I also found using a hair dryer works just as well. Heated up the bezels came right off and for putting back on I heated it back up and they have stayed put.